A nonmonotone trust region method for nonlinear programming with simple bound constraints

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	A nonmonotone trust region method for nonlinear programming with simple bound constraints
	Chen, ZW ; Han, JY ; Xu, DC
	2001
发表期刊	APPLIED MATHEMATICS AND OPTIMIZATION
ISSN	0095-4616
卷号	43 期号:1 页码:63-85
摘要	In this paper we propose a nonmonotone trust region algorithm for optimization with simple bound constraints. Under mild conditions, we prove the global convergence of the algorithm. For the monotone case it is also proved that the correct active set can be identified in a finite number of iterations if the strict complementarity slackness condition holds, and so the proposed algorithm reduces finally to an unconstrained minimization method in a finite number of iterations, allowing a fast asymptotic rate of convergence. Numerical experiments show that the method is efficient.
关键词	global convergence nonmonotone trust region algorithm nonlinear programming strict complementarity slackness condition
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000166125000004
出版者	SPRINGER-VERLAG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/16635
专题	中国科学院数学与系统科学研究院
通讯作者	Chen, ZW
作者单位	1.Suzhou Univ, Dept Math, Suzhou 215006, Jingsu Province, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China 3.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Chen, ZW,Han, JY,Xu, DC. A nonmonotone trust region method for nonlinear programming with simple bound constraints[J]. APPLIED MATHEMATICS AND OPTIMIZATION,2001,43(1):63-85.
APA	Chen, ZW,Han, JY,&Xu, DC.(2001).A nonmonotone trust region method for nonlinear programming with simple bound constraints.APPLIED MATHEMATICS AND OPTIMIZATION,43(1),63-85.
MLA	Chen, ZW,et al."A nonmonotone trust region method for nonlinear programming with simple bound constraints".APPLIED MATHEMATICS AND OPTIMIZATION 43.1(2001):63-85.